{"product_id":"introduction-to-mathematical-portfolio-theory-international-series-on-actuarial-science-9781107042315","title":"Introduction to Mathematical Portfolio Theory International Series on Actuarial Science","description":"\u003cb\u003eBook Synopsis\u003c\/b\u003e\u003cbr\u003eA concise yet comprehensive guide to the mathematics of portfolio theory from a modelling perspective, with discussion of the assumptions, limitations and implementations of the models as well as the theory underlying them. Aimed at advanced undergraduates, this book can be used for self-study or as a course text.\u003cbr\u003e\u003cbr\u003e\u003cb\u003eTable of Contents\u003c\/b\u003e\u003cbr\u003ePreface; 1. Definitions of risk and return; 2. Efficient portfolios: the two-asset case; 3. Portfolios with a risk-free asset; 4. Finding the efficient frontier – the multi-asset case; 5. Single-factor models; 6. Multi-factor models; 7. Introducing utility; 8. Utility and risk aversion; 9. Foundations of utility theory; 10. Maximising long-term growth; 11. Stochastic dominance; 12. Risk measures; 13. The Capital Asset Pricing Model; 14. The arbitrage pricing model; 15. Market efficiency and rationality; 16. Brownian motion and stock price models across time; Appendix A. Matrix algebra; Appendix B. Solutions; References; Index.","brand":"Cambridge University Press","offers":[{"title":"Default Title","offer_id":51768969101655,"sku":"9781107042315","price":52.24,"currency_code":"GBP","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0817\/1739\/5799\/files\/9781107042315.jpg?v=1758719198","url":"https:\/\/bookcurl.com\/products\/introduction-to-mathematical-portfolio-theory-international-series-on-actuarial-science-9781107042315","provider":"Book Curl","version":"1.0","type":"link"}